My understanding is that worms are much more common in freshwater fish than in ocean fish.
Once while participating as a mikoshi-carrier in a shrine festival in my old neighborhood, I was treated to really fresh sashimi at the local fish market. Really fresh, as in the fishmonger took a fish out of the tank, chopped off its head, and began slicing it up to distribute to us mikoshi-carriers.
No, I did not suffer any ill effects.